-99.9%
ALAR vs VT
+141.0%
-240.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -4.1% | -6.1% | -7.1% |
| 7D | -15.4% | -4.2% | -11.3% | -12.4% |
| 30D | -32.0% | -5.8% | -26.2% | -28.6% |
| 3M | -42.5% | -5.2% | -37.3% | -39.9% |
| 6M | -84.1% | +0.1% | -84.3% | -84.1% |
| YTD | -86.6% | +8.2% | -94.8% | -87.2% |
| 1Y | -92.5% | +10.1% | -102.6% | -93.0% |
| 3Y | -65.7% | +69.7% | -135.3% | -73.7% |
| 5Y | -89.5% | +53.4% | -142.9% | -91.8% |
| All | -99.9% | +141.0% | -240.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling